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Debt and credit variables

The debt and credit domain considers a wide range of variables aimed to timely detect the build-up of periods of excessive credit growth or the possible emergence of credit bubbles in the economy that might pose a threat to the resilience of the financial sector. Complementing the indicators on the total debt level of the government sector, the households and the non-financial corporations included in the domain Macroeconomic and financial market variables, this second domain provides time series covering various aggregates and breakdowns of:

  • Total credit (loans plus debt securities) granted to households, non-financial corporations and private non-financial sector;
  • Bank credit (loans plus debt securities), broken down by institutional and activity sectors;
  • Debt to income ratio of households, non-financial corporations and the private non-financial sector as proxies for the private sector indebtedness and its sustainability;
  • Cross-border exposures;
  • Information on credit exposures in banks’ balance sheet (data from the consolidated prudential COREP and FINREP reports);
  • Bank Lending Survey indicators related to the bank’s practices and expectations regarding credit standards and lending conditions.

The list of indicators, together with the underlying SDW codes and indicators calculations, can be accessed via the following catalogue:

Debt and credit variables catalogue